Component-wise MCMC for subset simulation #166
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FriesischScott
requested changes
May 8, 2024
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Thanks for taking a look, everything should be addressed |
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AnderGray
May 15, 2024
Repository owner
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AnderGray
May 15, 2024
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This PR changes the MCMC sampler in
SubSetSimulationfrom usual Metropolis-Hastings, to component-wise MH. Dimensions are accepted independently, giving a better acceptance rate in higher dimensions.closes #165